Portfolios

Portfolios

  • Portfolios

    Core & Global Asset Allocation Portfolios

    September 09, 2015 BY Michelle Garofalo

    The MTI ratio started the month with a neutral reading and subsequently plummeted into negative territory, where it remains today. We are maintaining a defensive position and cut equity exposure to 35%, down from 38% in early-August, and 48% in late July.

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  • Portfolios

    Domestic & Global Long-Only Portfolios

    September 09, 2015 BY Michelle Garofalo

    Select Industries gross composite lost 5.6% in August, outperforming the S&P 500 (-6.0%). Global Industries (based on Global Industries, L.P. gross return) lost 5.2% in August, beating the MSCI ACWI (-6.8%).

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  • Portfolios

    100% Short Portfolio: AdvantHedge

    September 09, 2015 BY Michelle Garofalo

    Our AdvantHedge gross composite gained 3.6% in August, underperforming the inverse performance of the S&P 500 (-6.0%), Russell 2000 (-6.3%), and NASDAQ (-6.7%). Despite this month’s underperformance AdvantHedge is up 4.1% YTD compared to the S&P 500 loss of 2.9%.

    The three largest sector positions are Information Technology, Energy, and Industrials. Energy exposure exceeds its weight a year ago and remains higher than its 2014 year-end weight of 10%.

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  • Portfolios

    Core & Global Asset Allocation Portfolios

    August 07, 2015 BY Michelle Garofalo

    MTI Remains Neutral; Target Net Equity Exposure Cut To 48% In Late July

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  • Portfolios

    Domestic & Global Long-Only Portfolios

    August 07, 2015 BY Michelle Garofalo

    Select Industries gross composite gained 1.3% in July, lagging the S&P 500 (+2.1%).

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  • Portfolios

    100% Short Portfolio: AdvantHedge

    August 07, 2015 BY Michelle Garofalo

    Our AdvantHedge gross composite gained an impressive 4.6% in July, outpacing the inverse performance of the S&P 500 (+2.1%), Russell 2000 (-1.2%), and NASDAQ (+2.9%).

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  • Portfolios

    100% Short Portfolio: AdvantHedge

    July 16, 2015 BY Michelle Garofalo

    Our AdvantHedge gross composite gained 1.8% in June, about on par with the inverse performance of the S&P 500 (-1.9%), and outpacing the inverse of the Russell 2000 (+0.8%) and NASDAQ (-1.6%). So far in 2015, AdvantHedge is down 3.9% compared to the S&P 500 gain of 1.2%.

    The three largest sector positions are Energy, Info Tech, and Industrials. Energy exposure exceeds its weight a year ago and remains significantly higher than its 2014 year-end weight of 2%.

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  • Portfolios

    Domestic & Global Long-Only Portfolios

    July 16, 2015 BY Michelle Garofalo

    The Select Industries Portfolio

    Select Industries gross composite lost 0.7% in June, outpacing the S&P 500 (-1.9%). YTD, performance is +4.8% versus +1.2% for the S&P 500. Health Care continues to drive strong relative outperformance in this portfolio. So far this year, our Attractive rated groups are outpacing the S&P 500 and our portfolio is ahead of the Attractive rated groups.

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  • Portfolios

    Core & Global Asset Allocation Portfolios

    July 16, 2015 BY Michelle Garofalo

    MTI Declined To Neutral; Net Equity Exposure Cut To 55% In Early July

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  • Portfolios

    Core & Global Asset Allocation Portfolios

    May 07, 2015 BY Matt Paschke and Michelle Garofalo

    Major Trend Index strengthened in April; net equity exposure increased to 61%

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